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Confidence intervals for the ratio of two variances

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  • Vesna Ćojbašić Rajić
  • J. Stanojević

Abstract

In this paper we consider confidence intervals for the ratio of two population variances. We propose a confidence interval for the ratio of two variances based on the t -statistic by deriving its Edgeworth expansion and considering Hall's and Johnson's transformations. Then, we consider the coverage accuracy of suggested intervals and intervals based on the F -statistic for some distributions.

Suggested Citation

  • Vesna Ćojbašić Rajić & J. Stanojević, 2013. "Confidence intervals for the ratio of two variances," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(10), pages 2181-2187, October.
    • Handle: RePEc:taf:japsta:v:40:y:2013:i:10:p:2181-2187
    DOI: 10.1080/02664763.2013.808319
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